Industry network on returns predictability of Returns

碩士 === 國立交通大學 === 財務金融研究所 === 103 === Previous studies have documented how information diffusion and economic shocks can change with the position in the inter-industry network. Our empirical result herein provides evidence that both supplier portfolio returns and customer portfolio returns can cross...

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Bibliographic Details
Main Authors: CHANG, SHU-YU, 張書宇
Other Authors: Lee, Han-Hsing
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/u347a4